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10. Consider the following information. Risk-free rate Market return 2.5% 12% Market standard deviation 0.14 Portfolio return = 14% == Portfolio target beta = 1.1 Actual portfolio beta = 1.2 Portfolio standard deviation = 0.18

10. Consider the following information. Risk-free rate Market return 2.5% 12% Market standard deviation 0.14 Portfolio return = 14% == Portfolio target beta = 1.1 Actual portfolio beta = 1.2 Portfolio standard deviation = 0.18

Essentials Of Investments
Essentials Of Investments
11th Edition
ISBN:9781260013924
Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Chapter1: Investments: Background And Issues
Section: Chapter Questions
Problem 1PS
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10. Consider the following information. Risk-free rate Market return 2.5% 12% Market standard deviation 0.14 Portfolio return = 14% == Portfolio target beta = 1.1 Actual portfolio beta = 1.2 Portfolio standard deviation = 0.18
Transcribed Image Text:10. Consider the following information. Risk-free rate Market return 2.5% 12% Market standard deviation 0.14 Portfolio return = 14% == Portfolio target beta = 1.1 Actual portfolio beta = 1.2 Portfolio standard deviation = 0.18
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